Preprocessing and Regularization for Degenerate Semidefinite Programs
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Publication:5746441
DOI10.1007/978-1-4614-7621-4_12zbMath1288.90060OpenAlexW36849672MaRDI QIDQ5746441
Yuen-Lam Cheung, Henry Wolkowicz, Simon P. Schurr
Publication date: 18 February 2014
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4614-7621-4_12
Semidefinite programming (90C22) Convex programming (90C25) Sensitivity, stability, well-posedness (49K40) Numerical optimization and variational techniques (65K10)
Related Items (13)
Strong duality and minimal representations for cone optimization ⋮ Facial Reduction and Partial Polyhedrality ⋮ A limiting analysis on regularization of singular SDP and its implication to infeasible interior-point algorithms ⋮ A relaxed-certificate facial reduction algorithm based on subspace intersection ⋮ Amenable cones: error bounds without constraint qualifications ⋮ On the sensitivity of the optimal partition for parametric second-order conic optimization ⋮ A note on alternating projections for ill-posed semidefinite feasibility problems ⋮ Partial facial reduction: simplified, equivalent SDPs via approximations of the PSD cone ⋮ Douglas-Rachford splitting and ADMM for pathological convex optimization ⋮ Solving SDP completely with an interior point oracle ⋮ Error Bounds and Singularity Degree in Semidefinite Programming ⋮ On Computing the Nonlinearity Interval in Parametric Semidefinite Optimization ⋮ Solving Conic Optimization Problems via Self-Dual Embedding and Facial Reduction: A Unified Approach
Uses Software
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